This episode marks the introduction of Dubrovnik, Croatia, as a filming location for King's Landing. In the first season, King's Landing was filmed in Malta and Northern Ireland, using a combination of actual footage and CGI. However, according to show-runners David Benioff and D.B. Weiss, the Dubrovnik location was so stunning and fit King's Landing so well that very little CGI was needed in many of the background exterior scenes. Dubrovnik was retained as a filming location for every season thereafter, with other locations in Croatia also used for a variety of different places in the series.
Tyrion is whistling "The Rains of Castamere" when he enters the Small Council at the beginning of the episode. According to David Benioff and D.B. Weiss in the DVD commentary, this is the first time in the series that the theme is heard. It can be heard again as part of the score in the dialogue scene between Cersei and Tyrion and later in the conversation between Cersei and Petyr Baelish. This is in fact the first time Ramin Djawadi's rendition of the music appear on the background score of the show. In the future it will become a very prominent theme, the leitmotif of House Lannister.
Daenerys' scenes in this episode (and two others following) were not actually filmed in the desert; this illusion was created using CGI. A year later, in Season 3, Emilia Clarke actually filmed her exterior scenes in Morocco.
In the novels, Stannis sends out hundreds of ravens with messages wherein he proclaims himself the rightful king and Joffrey the product of incest. Cersei is furious, and orders all these messages destroyed, and threatens that everyone who repeats it will have their tongue cut out. On Littlefinger's advice, she responds with messages that question the parentage of Stannis' daughter Shireen (who appears in the next season). On the show, there is no mentioning of Joffrey receiving the message, only him responding to rumors about Jaime and Cersei. He is also much more abusive towards her, which causes her to slap him. This occurs only on the show; apart from his impulsiveness, Joffrey is usually obedient, and it is made clear in the books that Cersei never makes any attempt to discipline her children.
Craster can identify Jon Snow as a bastard by simply hearing his last name. Although it is not explicitly stated in the series, Westeros has a longstanding tradition of giving bastards of noble birth a special surname, depends on the region they were born, providing that their noble parents openly acknowledge them. Bastards from the North get the surname "Snow"; "Stone" for the Vale; "Rivers" for the Riverlands; "Hill" for the Westerlands; "Pyke" for the Iron Islands; "Waters" for the Crownlands; "Storm" for the Stormlands; "Flowers" for the Reach, and "Sand" for Dorne. Noble-born bastards whose noble parent does not acknowledge them and common-born bastards cannot use the special surname. Therefore, Gendry cannot use the surname "Waters" (even if he knew Robert was his father), but Jon can use the surname "Snow".